Anic Equity¶

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Total return since start: 0.573 %¶

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Equity now: -----------------------------> 48058.74 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46663.85 Kr¶

PnL: ---------------------------------------> -224.72 Kr¶

DD now: ---------------------------------> -1.174 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 09:23:39.520332'

Anic Portfolio¶

Today¶

Return: 0.051 %¶

This Week¶

Return: 1.105 %¶

Total¶

Return: 57.332 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.840000 2887.500000 251.500000 9.540000 2636.000010
Beijer Electronics Group 26 0.330000 3166.800000 195.800000 6.590000 2971.000006
Boozt 12 3.470000 1753.200000 99.200000 6.000000 1653.999996
Corem Property Group B 59 -2.660000 668.470000 91.470000 15.850000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.660000 437.400000 82.400000 23.210000 355.000000
HMS Networks 2 -0.220000 715.600000 42.600000 6.330000 673.000000
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
OEM International B 7 0.260000 550.200000 22.200000 4.200000 527.999997
Coor Service Management Hold. 8 0.660000 553.200000 21.200000 3.980000 532.000000
Intrum 4 0.180000 546.800000 19.800000 3.760000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
Midsona B 63 -1.240000 601.650000 18.650000 3.200000 582.999984
FM Mattsson Mora Group B 50 -0.840000 2945.000000 18.000000 0.610000 2927.000000
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Nordea Bank Abp 29 0.000000 3468.400000 14.400000 0.420000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 -4.090000 258.960000 12.960000 5.270000 246.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.000000 553.920000 10.920000 2.010000 543.000000
AcadeMedia 12 0.550000 567.120000 10.120000 1.820000 557.000004
Resurs Holding 22 -0.380000 583.660000 9.660000 1.680000 573.999998
Essity B 2 -0.270000 581.200000 7.200000 1.250000 574.000000
Creaspac SPAC 6 -0.310000 576.600000 -0.400000 -0.070000 577.000002
Securitas B 6 -0.230000 568.800000 -1.200000 -0.210000 570.000000
Handelsbanken A 5 -1.230000 542.750000 -3.250000 -0.600000 546.000000
Swedbank A 3 -0.720000 559.800000 -4.200000 -0.740000 564.000000
CTEK 13 -2.830000 526.240000 -7.760000 -1.450000 533.999999
SAAB B 8 0.720000 3355.200000 -21.800000 -0.650000 3377.000000
Vivesto 1368 1.990000 560.880000 -52.120000 -8.500000 612.999432
International Petroleum Corp. 5 0.560000 538.000000 -56.570000 -9.510000 594.565215
Sampo Oyj SDB 7 -0.180000 3787.000000 -63.000000 -1.640000 3850.000000
Axfood 13 0.730000 3606.200000 -149.800000 -3.990000 3756.000001
OX2 18 -0.300000 1498.500000 -165.500000 -9.950000 1663.999992
Ovzon 52 0.170000 3016.000000 -346.000000 -10.290000 3361.999992
Fasadgruppen Group 35 0.410000 3444.000000 -367.000000 -9.630000 3810.999990
TOTAL 46663.850000 -224.720000 -1.17448% 46888.564618

Updated:¶

'2023-01-17 09:23:51.977771'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶